Messing with the minds of your players is a fun thing to do, and can make for very interesting and memorable moments if done sparingly. Think about it. Most players are trained from years of lazy DMing that anything the DM goes out of his way to mention is probably important. They don't get stopped traveling across a distance for anything short of a random combat encounter, so why shouldn't they be on guard when the DM starts a sentence "Ok, so one day while you are walking, you come across..."?
One trick, of course, is to mention things that have no bearing on the PCs or their adventures at all. Interrupt a two-day trip across wilderness, but don't put any combat there. Just have the party come across a strange patch of brightly colored mushrooms. These are commonly fairy homes in mythology but that would likely end up in a combat. Instead, the party just finds a patch of mushrooms. The mushrooms have no particular alchemical value, they aren't cooking mushrooms, they aren't hallucinogenic, nothing. Want to really weird the players out? Have a magic weapon just slightly above the PC's level sitting in the center of the patch, under the mushrooms. Identify, at least in 3.5, doesn't show curses, so the players will be tempted to use the weapon, but forever be waiting for the other shoe to drop. The trick is that there's nothing wrong with the weapon, the players are just being paranoid. Plus, they'll rack their brains trying to figure what the heck that patch of shrooms had to do with anything.
Actually, outright generosity normally unnerves players, even more so if it's done secretly. Every morning, the party finds a small pile of 25 gold laying nearby the place they slept. There are no footprints nearby, no noticeable scent, no note, and no magic. It is ostensibly just a pile of gold. The PCs will likely spend an hour trying to figure out if it's cursed, fake, trapped, or some other problem. The second day, they will probably take the gold. They will almost certainly eventually try to find out who or what is leaving it there. That's up to the DM, of course. I sorta like the idea of a pixie, with invisibility, silence, and some other hiding spells, leaving it there. It's sufficiently weird (why would the pixie do that?) that the players will definitely be on edge. I'd say if they detect the pixie and it realizes that they have, it stops leaving money. Just a sort of strange vignette that the players will puzzle over for a while.
Also, just upsetting the typical tropes works well for throwing a kink into the party's thought processes. When the PCs file into a tavern, and spot that dark stranger in the back, they will probably attempt to approach him at some point. Thing is, the dark stranger is just a traveler that is sleeping sitting up in the common room. He has no use for adventurers, isn't some high level ranger, and doesn't want to be bothered. In fact, there are no adventure hooks in this tavern at all. Why should there be?
For that matter, I had an NPC weird out a pack of PCs lately. The PCs were high-teen levels in 3.5, so they were basically gods. Immune to everything, unstoppable in combat, etc. I'm a permissive DM, so if they can find a spell or ability combo in the books that makes them all-powerful, they can use it. Anyway, they walked through some criminal organization that had hounded them since low levels, and eventually took out 'The Circle of Twelve', a group of twelve level 20 rogues/clerics/whatever that ran the show. They knew of a single, unquestionable ruler of the group, named 'The Thirteenth', that no one seemed to know much about. Once they finished killing the twelve, they immediately set to looting. Suddenly, a fairly unassuming man in extremely powerful equipment appeared, clapping and grinning. They could plainly see the tattoo on his hand, signifying him as the thirteenth. He made no move to combat them. He congratulated them on their success, telling them that it was a great show. He related plot information that he had absolutely no business knowing, and that the PCs were unaware of. He told them that they had beaten his men, and that he was not looking to die. He would retire immediately, and go work on other pursuits. After this, he wished them luck, and disappeared, with his armor and weapons falling to the ground. The party didn't see him cast a spell, even a quickened one, and he wasn't on any transitive plane. He was just gone.
The party took his stuff, and his advice, but a comment a bit later amused me. They were talking about the battle a few sessions later, and he came up. "Yeah, I don't know what that guy was. He was really weird." That's interesting. He wasn't "a rogue". He wasn't "that cleric guy". He was unexplainable, an anomaly. There was no place to just file him away. It was fun. This party that typically knew everything and solved all issues didn't know what had happened there. I did, but I'm not going to reveal it here.
Now, as an aside, you've got to do this in moderation. Obviously, the party thinks that everything is a trap or adventure hook because that has usually/always been the case. One fairy ring of mushrooms or exceedingly generous peasant is an oddity, ten are boring. If every encounter is strange, then none of them really are. For the most part, stick to normalcy. But every once in a while, throw in something unrelated. It's a good idea and it will spice things up a bit.
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